bayesreg: Bayesian Regression Models with Continuous Shrinkage Priors

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Fits linear or logistic regression model using Bayesian continuous shrinkage prior distributions. Handles ridge, lasso, horseshoe and horseshoe+ regression with logistic, Gaussian, Laplace or Student-t distributed targets.

Author
Daniel F. Schmidt and Enes Makalic
Date of publication
2016-11-24 11:31:05
Maintainer
Daniel F. Schmidt <dschmidt@unimelb.edu.au>
License
GPL-2
Version
1.0

View on CRAN

Man pages

bayesreg
Fitting Bayesian Regression Models with Continuous Shrinkage...
predict.bayesreg
Predict method for Bayesian penalised regression (bayesreg)...
summary.bayesreg
Summarize Bayesian penalised regression (bayesreg) fits

Files in this package

bayesreg
bayesreg/NAMESPACE
bayesreg/R
bayesreg/R/bayesreg.R
bayesreg/MD5
bayesreg/DESCRIPTION
bayesreg/man
bayesreg/man/predict.bayesreg.Rd
bayesreg/man/bayesreg.Rd
bayesreg/man/summary.bayesreg.Rd